CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.0183 1.0275 0.0092 0.9% 1.0284
High 1.0292 1.0393 0.0101 1.0% 1.0393
Low 1.0157 1.0268 0.0111 1.1% 1.0155
Close 1.0285 1.0386 0.0101 1.0% 1.0386
Range 0.0135 0.0125 -0.0010 -7.4% 0.0238
ATR 0.0083 0.0086 0.0003 3.6% 0.0000
Volume 182,533 166,916 -15,617 -8.6% 667,246
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0724 1.0680 1.0455
R3 1.0599 1.0555 1.0420
R2 1.0474 1.0474 1.0409
R1 1.0430 1.0430 1.0397 1.0452
PP 1.0349 1.0349 1.0349 1.0360
S1 1.0305 1.0305 1.0375 1.0327
S2 1.0224 1.0224 1.0363
S3 1.0099 1.0180 1.0352
S4 0.9974 1.0055 1.0317
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1025 1.0944 1.0517
R3 1.0787 1.0706 1.0451
R2 1.0549 1.0549 1.0430
R1 1.0468 1.0468 1.0408 1.0509
PP 1.0311 1.0311 1.0311 1.0332
S1 1.0230 1.0230 1.0364 1.0271
S2 1.0073 1.0073 1.0342
S3 0.9835 0.9992 1.0321
S4 0.9597 0.9754 1.0255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0393 1.0155 0.0238 2.3% 0.0102 1.0% 97% True False 161,292
10 1.0423 1.0155 0.0268 2.6% 0.0079 0.8% 86% False False 126,913
20 1.0548 1.0155 0.0393 3.8% 0.0080 0.8% 59% False False 119,849
40 1.0578 1.0063 0.0515 5.0% 0.0085 0.8% 63% False False 126,230
60 1.0578 0.9840 0.0738 7.1% 0.0092 0.9% 74% False False 124,965
80 1.0578 0.9499 0.1079 10.4% 0.0095 0.9% 82% False False 95,343
100 1.0578 0.9499 0.1079 10.4% 0.0090 0.9% 82% False False 76,290
120 1.0578 0.9499 0.1079 10.4% 0.0087 0.8% 82% False False 63,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0924
2.618 1.0720
1.618 1.0595
1.000 1.0518
0.618 1.0470
HIGH 1.0393
0.618 1.0345
0.500 1.0331
0.382 1.0316
LOW 1.0268
0.618 1.0191
1.000 1.0143
1.618 1.0066
2.618 0.9941
4.250 0.9737
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.0368 1.0349
PP 1.0349 1.0311
S1 1.0331 1.0274

These figures are updated between 7pm and 10pm EST after a trading day.

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